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SNOW vs. NET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SNOWNET
YTD Return-37.94%11.97%
1Y Return-23.00%47.80%
3Y Return (Ann)-31.77%-23.18%
Sharpe Ratio-0.481.05
Sortino Ratio-0.401.72
Omega Ratio0.941.23
Calmar Ratio-0.290.70
Martin Ratio-0.582.49
Ulcer Index36.41%20.05%
Daily Std Dev43.65%47.58%
Max Drawdown-72.99%-82.58%
Current Drawdown-69.27%-57.09%

Fundamentals


SNOWNET
Market Cap$41.40B$32.00B
EPS-$3.06-$0.27
PEG Ratio2.112.35
Total Revenue (TTM)$2.47B$1.57B
Gross Profit (TTM)$1.65B$1.22B
EBITDA (TTM)-$903.78M-$17.77M

Correlation

-0.50.00.51.00.7

The correlation between SNOW and NET is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SNOW vs. NET - Performance Comparison

In the year-to-date period, SNOW achieves a -37.94% return, which is significantly lower than NET's 11.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-23.26%
27.10%
SNOW
NET

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SNOW vs. NET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) and Cloudflare, Inc. (NET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SNOW
Sharpe ratio
The chart of Sharpe ratio for SNOW, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.48
Sortino ratio
The chart of Sortino ratio for SNOW, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.006.00-0.40
Omega ratio
The chart of Omega ratio for SNOW, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for SNOW, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for SNOW, currently valued at -0.58, compared to the broader market0.0010.0020.0030.00-0.58
NET
Sharpe ratio
The chart of Sharpe ratio for NET, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.05
Sortino ratio
The chart of Sortino ratio for NET, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.72
Omega ratio
The chart of Omega ratio for NET, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for NET, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for NET, currently valued at 2.49, compared to the broader market0.0010.0020.0030.002.49

SNOW vs. NET - Sharpe Ratio Comparison

The current SNOW Sharpe Ratio is -0.48, which is lower than the NET Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SNOW and NET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.48
1.05
SNOW
NET

Dividends

SNOW vs. NET - Dividend Comparison

Neither SNOW nor NET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNOW vs. NET - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, smaller than the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for SNOW and NET. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-69.27%
-57.09%
SNOW
NET

Volatility

SNOW vs. NET - Volatility Comparison

The current volatility for Snowflake Inc. (SNOW) is 9.20%, while Cloudflare, Inc. (NET) has a volatility of 10.31%. This indicates that SNOW experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.20%
10.31%
SNOW
NET

Financials

SNOW vs. NET - Financials Comparison

This section allows you to compare key financial metrics between Snowflake Inc. and Cloudflare, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items